Anic Equity¶

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Total return since start: 0.603 %¶

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Equity now: -----------------------------> 48955.95 Kr¶

Max Equity ever reached: ------------> 53120.35 Kr¶

Portfolio value: --------------------------> 42272.35 Kr¶

PnL: ---------------------------------------> -160.93 Kr¶

DD now: ---------------------------------> -7.84 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-07-03 11:38:36.405287'

Anic Portfolio¶

Today¶

Return: -0.704 %¶

This Week¶

Return: -0.704 %¶

Total portfolio value¶

Return including deposits: 60.269 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
Hennes & Mauritz B 9 -0.040000 1665.900000 198.360000 13.520000 1467.540000
JM 6 2.230000 881.400000 19.200000 2.230000 862.200000
HEXPOL B 9 0.610000 1035.000000 17.100000 1.680000 1017.900000
Hoist Finance 35 1.610000 994.000000 15.750000 1.610000 978.250000
Sagax B 4 1.500000 864.800000 12.800000 1.500000 852.000000
Platzer Fastigheter Holding B 12 1.130000 969.600000 10.800000 1.130000 958.800000
Orrön Energy 180 0.400000 2048.400000 10.800000 0.530000 2037.600000
Catena 2 1.320000 800.000000 10.400000 1.320000 789.600000
BioGaia B 8 1.120000 938.400000 10.400000 1.120000 928.000000
Atrium Ljungberg B 5 1.020000 942.500000 9.500000 1.020000 933.000000
AcadeMedia 8 0.790000 406.000000 4.800000 1.200000 401.200000
EQT 4 0.480000 833.600000 4.000000 0.480000 829.600000
Sagax A 4 -0.470000 856.000000 4.000000 0.470000 852.000000
Biotage 7 0.370000 942.900000 3.500000 0.370000 939.400000
ASSA ABLOY B 3 0.270000 779.100000 2.100000 0.270000 777.000000
Clas Ohlson B 12 0.120000 972.000000 1.200000 0.120000 970.800000
Gränges 9 0.100000 927.000000 0.900000 0.100000 926.100000
Byggmax Group 33 -0.140000 953.040000 -1.320000 -0.140000 954.360000
Bilia A 8 -0.360000 896.000000 -1.600000 -0.180000 897.600000
Creaspac SPAC 39 -0.210000 3705.000000 -3.900000 -0.110000 3708.900000
SKF B 5 -0.590000 932.500000 -5.500000 -0.590000 938.000000
OX2 13 -0.620000 941.850000 -5.850000 -0.620000 947.700000
Hexatronic Group 12 -1.140000 953.520000 -11.040000 -1.140000 964.560000
Alimak Group 11 -1.540000 911.900000 -14.300000 -1.540000 926.200000
Nordic Waterproofing Holding 7 -2.030000 945.000000 -19.600000 -2.030000 964.600000
Latour B 4 -2.990000 829.600000 -25.600000 -2.990000 855.200000
Addnode Group B 11 -3.290000 888.250000 -30.250000 -3.290000 918.500000
VEF 909 -2.260000 1810.730000 -34.540000 -1.870000 1845.270000
Indutrade 5 -3.540000 1171.500000 -43.000000 -3.540000 1214.500000
Hexagon B 26 -1.390000 3403.400000 -48.100000 -1.390000 3451.500000
Bufab 3 -4.770000 1053.600000 -52.800000 -4.770000 1106.400000
BHG Group 97 -4.200000 1394.860000 -60.140000 -4.130000 1455.000000
INVISIO 16 -1.740000 3616.000000 -64.000000 -1.740000 3680.000000
Vitec Software Group B 2 -6.920000 1009.000000 -75.000000 -6.920000 1084.000000
TOTAL 42272.350000 -160.930000 -7.83956% 42433.280000

Updated:¶

'2023-07-03 11:38:52.868011'
None

Last optimization/rebalancing:¶

'2023-06-15'

Next optimization/rebalancing:¶

'2023-07-26'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶